ROCKWELL LINS INC Market Value
| 774341AK7 | 91.95 5.24 5.39% |
| Symbol | ROCKWELL |
ROCKWELL 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ROCKWELL's bond what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ROCKWELL.
| 07/17/2024 |
| 07/12/2025 |
If you would invest 0.00 in ROCKWELL on July 17, 2024 and sell it all today you would earn a total of 0.00 from holding ROCKWELL LINS INC or generate 0.0% return on investment in ROCKWELL over 360 days. ROCKWELL is related to or competes with Canlan Ice, Grocery Outlet, Academy Sports, NH Foods, Stepan, and JBS NV. More
ROCKWELL Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ROCKWELL's bond current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ROCKWELL LINS INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 2.93 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.11 |
ROCKWELL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ROCKWELL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ROCKWELL's standard deviation. In reality, there are many statistical measures that can use ROCKWELL historical prices to predict the future ROCKWELL's volatility.| Risk Adjusted Performance | (0.23) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | 5.52 |
ROCKWELL LINS INC Backtested Returns
ROCKWELL LINS INC retains Efficiency (Sharpe Ratio) of -0.16, which implies the entity had a -0.16 % return per unit of risk over the last 3 months. ROCKWELL exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check ROCKWELL's market risk adjusted performance of 5.53, and Coefficient Of Variation of (611.16) to confirm the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.0446, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ROCKWELL are expected to decrease at a much lower rate. During the bear market, ROCKWELL is likely to outperform the market.
Auto-correlation | 0.15 |
Insignificant predictability
ROCKWELL LINS INC has insignificant predictability. Overlapping area represents the amount of predictability between ROCKWELL time series from 17th of July 2024 to 13th of January 2025 and 13th of January 2025 to 12th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ROCKWELL LINS INC price movement. The serial correlation of 0.15 indicates that less than 15.0% of current ROCKWELL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
ROCKWELL LINS INC lagged returns against current returns
Autocorrelation, which is ROCKWELL bond's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ROCKWELL's bond expected returns. We can calculate the autocorrelation of ROCKWELL returns to help us make a trade decision. For example, suppose you find that ROCKWELL has exhibited high autocorrelation historically, and you observe that the bond is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ROCKWELL regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ROCKWELL bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ROCKWELL bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ROCKWELL bond over time.
Current vs Lagged Prices |
| Timeline |
ROCKWELL Lagged Returns
When evaluating ROCKWELL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ROCKWELL bond have on its future price. ROCKWELL autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ROCKWELL autocorrelation shows the relationship between ROCKWELL bond current value and its past values and can show if there is a momentum factor associated with investing in ROCKWELL LINS INC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in ROCKWELL Bond
ROCKWELL financial ratios help investors to determine whether ROCKWELL Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ROCKWELL with respect to the benefits of owning ROCKWELL security.